Some images are painted on. These changes will be lost. Continue?
If you don't save the painted textures as images they will be irretrievably lost. Blender does not save painted images on the blend file by default. They need to be saved as images first (F3). Only then you can pack them into the file and save. 

To know if an image has been saved see the bottom bar on the UV/Image editor window: Unsaved images (Images that have been altered, or painted over) will show a star (*) right next to Image on the menu.

Once they've been saved (F3)the star will diappear and they can be packed properly into the blend file.